High-Dimensional Gaussian Mean Estimation under Realizable Contamination
- URL: http://arxiv.org/abs/2603.16798v1
- Date: Tue, 17 Mar 2026 17:04:18 GMT
- Title: High-Dimensional Gaussian Mean Estimation under Realizable Contamination
- Abstract summary: We study mean estimation for a Gaussian distribution with identity covariance in $mathbbRd$ under a missing data scheme termed realizable $$-contamination model.<n>In this model an adversary can choose a function $r(x)$ between 0 and $$ and each sample $x$ goes missing with probability $r(x)$.
- Score: 43.56842719227285
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: We study mean estimation for a Gaussian distribution with identity covariance in $\mathbb{R}^d$ under a missing data scheme termed realizable $ε$-contamination model. In this model an adversary can choose a function $r(x)$ between 0 and $ε$ and each sample $x$ goes missing with probability $r(x)$. Recent work Ma et al., 2024 proposed this model as an intermediate-strength setting between Missing Completely At Random (MCAR) -- where missingness is independent of the data -- and Missing Not At Random (MNAR) -- where missingness may depend arbitrarily on the sample values and can lead to non-identifiability issues. That work established information-theoretic upper and lower bounds for mean estimation in the realizable contamination model. Their proposed estimators incur runtime exponential in the dimension, leaving open the possibility of computationally efficient algorithms in high dimensions. In this work, we establish an information-computation gap in the Statistical Query model (and, as a corollary, for Low-Degree Polynomials and PTF tests), showing that algorithms must either use substantially more samples than information-theoretically necessary or incur exponential runtime. We complement our SQ lower bound with an algorithm whose sample-time tradeoff nearly matches our lower bound. Together, these results qualitatively characterize the complexity of Gaussian mean estimation under $ε$-realizable contamination.
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